This former mosque was converted into a Catholic chapel in 1462 after the capture of Gibraltar by the Spanish. Since that time, a light was kept burning in a tower above the chapel - a forerunner to our present day lighthouse at Europa Point. Our Lady of Europa has been venerated through the ages by seafarers, many of whom presented rich gifts to the Chapel. However, the greatest "treasure" - the statue of Our Lady which was brought back to Gibraltar in 1864, can still be seen at the Shrine.

Europe Day (5th May) is now celebrated annually. Outside the chapel, there is a fragment of pavement once thought to have dated back to the Moorish occupation, but which is more likely to have been laid down around the beginning of the 18th century.

There is also an old whipping post which dates back to the time that the shrine was used as a guardroom by the British.